/* 
 This example shows monthly data:
 - Full equity including commissions and subscription fees [Eq]
 - Raw equity without commissions and subscription fees [Raw]
 - Equity differences between two consecutive points in dollars [Diffs]
 - Returns between two consecutive points in percents [Rets]
 - Current equity minus a starting capital [Profit]
 - Rate-of-Change. Equity divided by the starting capital [ROC]
 - Commissions fees [Comm]
 - Subscription fees [Fees]
 - Max. margin used [mrgn] 

 Disclaimer: 
 The system used in this example was selected just because 
 it has a short name and we can see all columns headers easily.
 Data shown in this example can contain errors.*/


long systemId = 83853157; // AT Pro

TABLE = GetEquitiesSheet(systemId, TimeInterval.Month,
    EquityType.Equity |
    EquityType.Raw |
    EquityType.Commiss |
    EquityType.SubsFees |
    EquityType.Diff |
    EquityType.Rets |
    EquityType.ROC |
    EquityType.Profit |
    EquityType.MarginUsed
    );

/* 
 This example shows several systems data in one TimeSheet and also different time aggregations.

 Disclaimer: 
 The systems used in this example were selected randomly.
 Data shown in this example can contain errors.*/


Int64[] systems = new Int64[] {
      46106678, // Bob Dylan
      90325773, // Ascendatnt
      84690231 // Genefish Hong Kong ()
};

H3 = "Yearly returns";
TABLE = GetEquitiesSheet(systems, TimeInterval.Year, EquityType.Rets);

H3 = "Monthly returns";
TABLE = GetEquitiesSheet(systems, TimeInterval.Month, EquityType.Rets);

H3 = "Combinations. For example Equity and Commissions columns for each system annually.";
TABLE = GetEquitiesSheet(systems, TimeInterval.Year, EquityType.Equity | EquityType.Commiss);

/* 
 Show me interesting system data in one chart:
  - Equity 
  - Raw Equity
  - Commissions 
  - Subscription Fees 
  - Max. Margin Used

 Disclaimer: 
 The system used in this example was selected randomly.
 Data shown in this example can contain errors.*/


Int64 systemId = 83853157; // AT Pro

// Create a TimeSheet object. Define desired data.
ITimeSheet timeSheet = TimeSheetFactory(
    systemId,
    TimeInterval.Month,
    EquityType.Equity | EquityType.Raw | EquityType.Commiss | EquityType.SubsFees | EquityType.MarginUsed
    );

// Let TimeSheet run
timeSheet.EquitiesSheet();

// Extract columns data. 
var eq = timeSheet.GetColumn(systemId, EquityType.Equity);
var raw = timeSheet.GetColumn(systemId, EquityType.Raw);
var comm = timeSheet.GetColumn(systemId, EquityType.Commiss);
var fees = timeSheet.GetColumn(systemId, EquityType.SubsFees);
var mrgn = timeSheet.GetColumn(systemId, EquityType.MarginUsed);

// Create a chart object
ITimeSeriesChart timeSeriesChart = new TimeSeriesChart();
timeSeriesChart.Name = "AT Pro";

// Add data to the chart
timeSeriesChart.Add(eq, "Equity", Color.Green);
timeSeriesChart.Add(raw, "Raw", Color.Gray);
timeSeriesChart.Add(comm, "Commissions", Color.Red);
timeSeriesChart.Add(fees, "Fees", Color.Blue);
timeSeriesChart.Add(mrgn, "Max. margin", Color.Brown, ChartTypes.Column); // Max. monthly margin

// Show the chart
CHART = timeSeriesChart;

HR();

// Data in the table format
TABLE = timeSheet.GetEquitiesSheet();

/* 
 This example shows trading system equities using different commissions plans.

 Disclaimer: 
 The system used in this example was selected randomly.
 Data shown in this example can contain errors.*/


Int64 systemId = 83853157;

// Create a TimeSheet object using optionsXpress commissions plan.
ITimeSheet timeSheetOX = TimeSheetFactory(systemId, TimeInterval.Month, EquityType.Equity | EquityType.Commiss, "ox");
// Create a TimeSheet object using InteractiveBrokers commissions plan.
ITimeSheet timeSheetIB = TimeSheetFactory(systemId, TimeInterval.Month, EquityType.Equity | EquityType.Commiss, "ib");
// Create a TimeSheet object using tradeMonster commissions plan.
ITimeSheet timeSheetTM = TimeSheetFactory(systemId, TimeInterval.Month, EquityType.Equity | EquityType.Commiss, "tm");

// Let TimeSheets run
timeSheetOX.EquitiesSheet();
timeSheetIB.EquitiesSheet();
timeSheetTM.EquitiesSheet();

// ------- Equities graph --------

// Extract columns data. 
var equityOX = timeSheetOX.GetColumn(systemId, EquityType.Equity);
var equityIB = timeSheetIB.GetColumn(systemId, EquityType.Equity);
var equityTM = timeSheetTM.GetColumn(systemId, EquityType.Equity);

// Create a chart object
ITimeSeriesChart eqChart = new TimeSeriesChart();
eqChart.Name = "System equities using OX, IB, TM commissions";

// Add data to the chart
eqChart.Add(equityOX, "OX", Color.Red);
eqChart.Add(equityIB, "IB", Color.Green);
eqChart.Add(equityTM, "TM", Color.Blue);

// Show the chart
CHART = eqChart;

// ------- Commissions graph --------

// Create a chart object
ITimeSeriesChart commissChart = new TimeSeriesChart();
commissChart.Name = "OX, IB, TM commissions";

// Add data to the chart
commissChart.Add(timeSheetOX.GetColumn(systemId, EquityType.Commiss), "OX", Color.Red);
commissChart.Add(timeSheetIB.GetColumn(systemId, EquityType.Commiss), "IB", Color.Green);
commissChart.Add(timeSheetTM.GetColumn(systemId, EquityType.Commiss), "TM", Color.Blue);

// Show the chart
CHART = commissChart;

/* 
 Construct an average of equities of two trading systems.

 Remark: 
 Do not forget that this is a "naive" approach. 
 Commissions and subscription fees included in net equities can't be averaged. 

 Disclaimer: 
 The systems used in this example were selected randomly.
 Data shown in this example can contain errors.*/


long systemA = 65806998;
long systemB = 75976336;

// Create a timesheet with default arguments
ITimeSheet timeSheet = TimeSheetFactory(new long[] { systemA, systemB });

// Let the timeSheet run
timeSheet.EquitiesSheet();

// Extract net equities
var eqA = timeSheet.GetColumnAsDouble(systemA, EquityType.Equity);
var eqB = timeSheet.GetColumnAsDouble(systemB, EquityType.Equity);

// Use data
var seriesAvg = (eqA + eqB) / 2;

// Create a chart object
ITimeSeriesChart timeSeriesChart = new TimeSeriesChart();
timeSeriesChart.Name = String.Format("Naive average of {0} and {1}", systemA, systemB);

// Add data
timeSeriesChart.Add(eqA, systemA.ToString(), Color.SeaGreen);
timeSeriesChart.Add(eqB, systemB.ToString(), Color.MediumSeaGreen);
timeSeriesChart.Add(seriesAvg, "Average", Color.Red);

// Enjoy!
CHART = timeSeriesChart;

/* 
 Generate equities combinations for the portfolio of two trading systems.

 Remark: 
 Be carefull when using fractions of the net equities.
 Commissions and subscription fees included in net equities can't be scaled down. 

 Disclaimer: 
 The systems used in this example were selected randomly.
 Data shown in this example can contain errors.*/


long systemA = 65806998;
long systemB = 75976336;

// Create a timesheet with default arguments
ITimeSheet timeSheet = TimeSheetFactory(new long[] { systemA, systemB });

// Let the timeSheet run
timeSheet.EquitiesSheet();

// Extract net equities
var eqA = timeSheet.GetColumnAsDouble(systemA, EquityType.Equity);
var eqB = timeSheet.GetColumnAsDouble(systemB, EquityType.Equity);

// Create a chart object
ITimeSeriesChart timeSeriesChart = new TimeSeriesChart();
timeSeriesChart.Name = "Naive Portfolio Games";

// Add original systems equities
timeSeriesChart.Add(eqA, systemA.ToString(), Color.SeaGreen);
timeSeriesChart.Add(eqB, systemB.ToString(), Color.MediumSeaGreen);

int N = 1; // A number of steps
double step = 0.1;
for (double i = 0.1; i < N - step; i = i + step)
{
    // Equities combination
    var combination = i * eqA + (N - i) * eqB;

    // Prepare name and color
    String name = String.Format("{0}-{1}", i, N - i);
    Color color = Color.FromArgb(255, 0, (int)(16 * 10 * i));

    // Add combination to the chart
    timeSeriesChart.Add(combination, name, color);
}

// Enjoy!
CHART = timeSeriesChart;